Anic Equity¶

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Total return since start: 0.662 %¶

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Equity now: -----------------------------> 50773.43 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45216.91 Kr¶

PnL: ---------------------------------------> -360.68 Kr¶

DD now: ---------------------------------> -4.418 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 12:26:36.314448'

Anic Portfolio¶

Today¶

Return: 0.043 %¶

This Week¶

Return: 0.043 %¶

Total portfolio value¶

Return including deposits: 66.219 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexatronic Group 15 4.250000 1095.600000 27.900000 2.610000 1067.700000
Hexagon B 26 -0.450000 3437.200000 26.000000 0.760000 3411.200000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Orrön Energy 170 -2.420000 2056.150000 15.300000 0.750000 2040.850000
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
Sagax B 4 -0.580000 897.200000 14.000000 1.590000 883.200000
Profoto Holding 7 -0.240000 593.600000 11.600000 1.990000 581.999999
Atrium Ljungberg B 5 0.170000 910.000000 8.500000 0.940000 901.500000
Sagax A 4 -0.450000 892.000000 8.000000 0.900000 884.000000
Alimak Group 12 0.480000 1010.400000 6.000000 0.600000 1004.400000
Platzer Fastigheter Holding B 12 -0.750000 955.200000 6.000000 0.630000 949.200000
BHG Group 109 -5.090000 1423.540000 4.360000 0.310000 1419.180000
OX2 12 -2.630000 910.800000 4.200000 0.460000 906.600000
Gränges 10 4.520000 1040.000000 4.000000 0.390000 1036.000000
HEXPOL B 8 -0.580000 959.200000 4.000000 0.420000 955.200000
Vitec Software Group B 2 -1.870000 1105.000000 4.000000 0.360000 1101.000000
Latour B 4 -2.590000 858.000000 4.000000 0.470000 854.000000
Addnode Group B 7 -2.120000 906.500000 3.500000 0.390000 903.000000
JM 7 -1.090000 951.300000 3.500000 0.370000 947.800000
ASSA ABLOY B 4 -1.150000 994.000000 3.200000 0.320000 990.800000
Sandvik 4 -1.210000 848.000000 2.400000 0.280000 845.600000
SKF B 5 -1.290000 978.750000 0.750000 0.080000 978.000000
Biotage 1 -6.460000 147.600000 0.100000 0.070000 147.500000
Byggmax Group 33 -1.620000 964.260000 -0.660000 -0.070000 964.920000
AcadeMedia 20 -1.100000 973.600000 -2.000000 -0.210000 975.600000
Hennes & Mauritz B 6 -1.340000 907.920000 -2.040000 -0.220000 909.960000
BioGaia B 8 -2.090000 898.400000 -4.000000 -0.440000 902.400000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Hoist Finance 36 0.360000 1002.600000 -5.400000 -0.540000 1008.000000
EQT 4 -2.350000 864.800000 -6.000000 -0.690000 870.800000
Catena 2 -0.600000 797.200000 -6.400000 -0.800000 803.600000
Vitrolife 3 -1.930000 669.600000 -7.400000 -1.090000 677.000001
Investor B 3 -1.280000 646.350000 -11.650000 -1.770000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
VEF 788 -2.650000 1853.380000 -44.120000 -2.330000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -3.230000 2615.160000 -368.420000 -12.350000 2983.577733
TOTAL 45216.910000 -360.680000 -4.41812% 45577.591729

Updated:¶

'2023-06-19 12:26:53.812135'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶